+190.3%
RDDT vs ATI
+320.8%
-130.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.4% | +2.4% | -9.8% | -8.2% |
| 30D | -7.7% | -9.5% | +1.8% | -4.5% |
| 3M | -17.8% | +10.4% | -28.2% | -21.4% |
| 6M | +5.5% | +31.8% | -26.3% | -6.6% |
| YTD | -36.3% | +80.0% | -116.3% | -50.6% |
| 1Y | -39.0% | +175.8% | -214.9% | -61.0% |
| All | +190.3% | +320.8% | -130.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling